System for predictive analysis of time series data flows

ABSTRACT

This system for predictive analysis of digital data time flows associated with text information ( 18 ) comprises means ( 12 ) for automatically predicting values ( 24 ) of a digital data time flow from past values ( 22 ) of said flow. It further comprises means ( 14 ) for analyzing text information ( 18 ) to supply the prediction means ( 12 ) with a weighted concept vector ( 20 ) associated with the past values ( 22 ) of the digital data time flow.

The present invention relates to a system for predictive analysis of digital data time flows which are associated with text information.

More precisely, the invention relates to a system for predictive analysis that includes means for automatically predicting values of a digital data time flow on the basis of past values of said flow.

Numerous systems for predictive analysis of that type are already known. They are generally based on analyzing past values of a digital data time flow in order to produce future values of said flow. However, financial textual information supplied with the past values also has a non-negligible influence on the future values of the digital data time flow. Thus, conventional systems for predictive analysis cannot be entirely reliable.

The invention seeks to remedy this drawback by providing a system for predictive analysis that improves prediction of data time flows.

The invention thus provides a system for predictive analysis of the above-specified type, characterized in that it includes means for analyzing text information in order to supply the prediction means with a vector of weighted concepts associated with the past values of the digital data time flow.

Thus, a system of the invention also takes account of textual information associated with the digital data time flow under analysis, in order to perform prediction. The predictive results are correspondingly improved.

A predictive analysis system of the invention may further comprise one or more of the following characteristics:

-   -   the prediction means are also means for predicting future values         of a weighted concept vector on the basis of past values of the         digital data time flow and the past values of the weighted         concept vector;     -   the system includes means for generating future text information         on the basis of the future values of the predicted weighted         concept vector; and     -   the prediction means comprise a neural network receiving as         input the past values of the digital data time flow and of the         weighted concept vector, and supplying as output the future         values of the digital time flow and of the weighed concept         vector.

The present invention will be better understood from the following description given purely by way of example and made with reference to the accompanying drawing, in which the sole FIGURE is a diagram of a predictive analysis system of the invention.

In this sole FIGURE, the central unit 10 of a computer includes automatic prediction means 12. These means comprise a conventional neural network, for example.

The central unit 10 also includes means 14 for performing semantic analysis of text information and means 16 for generating a conceptual summary. These analysis and generator means 14 and 16 are connected to the neural network 12, respectively to its input and to its output.

The semantic analysis means 14 are conventional. By way of example, they comprise the semantic analyzer as developed by the supplier Convera. These semantic analysis means 14 are adapted to receive text information 18 as input and to output a vector 20 constituting a model of the text information 18 in a multidimensional space of predefined concepts. The coordinates of this concept spectrum 20 describe accurately the nub of the concepts contained in the text information 18.

The concept vector 20 is supplied to the input of the neural network 12 together with past values 22 of a digital data time flow.

The neural network 12 is configured in such a manner that it outputs firstly predictive values 24 for the digital data time flow, and secondly a predictive concept vector 26. The configuration of the neural network 12 is obtained in conventional manner by a series of training sessions.

The predictive concept vector 26 is supplied at input to the conceptual summary generator means 16 which in turn output predicted text information 28. The conceptual summary generator means are adapted to supply intelligible text on the basis of concepts in the predetermined concept space, as weighted by the predictive concept vector 26.

It can clearly be seen that the system described above makes it possible to improve the prediction of digital data time flows by also taking account of text information associated with the past values of the flow.

Another advantage of the system is that it also makes it possible to provide predicted text information on the basis of past text information and of past values of the digital data time flow associated with the past text information.

This system is particularly suitable for processing financial data time flows. 

1. A system for predictive analysis of digital data time flows associated with text information (18), the system comprising means (12) for automatically predicting values (24) of a digital data time flow on the basis of past values (22) of said flow, the system being characterized in that it includes means (14) for analyzing text information (18) to provide the prediction means (12) with a weighted concept vector (20) associated with the past values (22) of the digital data time flow.
 2. A system for predictive analysis according to claim 1, characterized in that the prediction means (12) are also means for predicting future values (26) of a weighted concept vector on the basis of past values (22) of the digital data time flow and the past values (20) of the weighted concept vector.
 3. A system for predictive analysis according to claim 2, characterized in that it includes means (16) for generating future text information (28) on the basis of the future values (26) of the predicted weighted concept vector.
 4. A system for predictive analysis according to claim 3, characterized in that the prediction means (12) comprise a neural network receiving as input the past values (22, 20) of the digital data time flow and of the weighted concept vector, and supplying as output the future values (24, 26) of the digital time flow and of the weighed concept vector. 